On ergodic properties of some Levy-type processes
Probability
2022-08-26 v1
Abstract
In this note we prove some sufficient conditions for ergodicity of a Levy-type process, such that on the test functions the generator of the respective semigroup is of the form Here is a Levy-type kernel and . We consider the case when the tails are of polynomial decay as well as the case when the decay is (sub)-exponential. For the proof the Foster-Lyapunov approach is used.
Keywords
Cite
@article{arxiv.2208.12056,
title = {On ergodic properties of some Levy-type processes},
author = {Victoria Knopova and Yana Mokanu},
journal= {arXiv preprint arXiv:2208.12056},
year = {2022}
}